Re: store-bought "small animal" treats
They are empty calories. Like feeding a twinkie to a toddler. Those treats take up room in her stomach that should have nutritious food in it.
If you feel the need to feed treats (and hedgehogs don't need them), then feed healthy treats like unseasoned baked chicken, unsweetened applesauce or some diced fruit. At least those have nutrients the animal can use.